Code Monkey home page Code Monkey logo

soysaucestock's Introduction

SoySauceStock

SoySauceStock is the attempt to provide data, research and back test framework for stock trading. It will cover swing trading testing for Canadian and US stocks.

Data

Stock data is scraped from StockCharts.com, note that you need to have an account to access the data. The data is stored in a HDF5 file based database, it is designed to reload the data on every run.

Back testing

Back testing consumes the historical data and will follow the event driven back testing framework to verify the strategy. I am also in favor of simulation to stress testing the data.

Research

To prototyping a strategy, a common api module is provided for ipython notebook

soysaucestock's People

Contributors

daniellu avatar boyuhou avatar

Watchers

 avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.